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~person:"Hall, Alastair R."
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Method of moments
30
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30
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17
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5
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parameter variation
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structural instability
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Hall, Alastair R.
Windmeijer, Frank
55
Andrews, Donald W. K.
47
Vivarelli, Marco
44
Pesaran, M. Hashem
39
Smith, Richard J.
39
Hayakawa, Kazuhiko
34
Otsu, Taisuke
34
Chen, Xiaohong
32
Lee, Lung-fei
31
Newey, Whitney K.
31
Sentana, Enrique
31
Phillips, Peter C. B.
29
Asongu, Simplice
28
Renault, Eric
27
Lux, Thomas
25
Caporale, Guglielmo Maria
24
Han, Chirok
24
Kebewar, Mazen
24
Rumler, Fabio
24
Liao, Zhipeng
23
Kleibergen, Frank
22
Sarafidis, Vasilis
22
Bond, Stephen
21
Sun, Yixiao
20
Baltagi, Badi H.
19
Kan, Raymond
19
Kruiniger, Hugo
19
Peñaranda, Francisco
19
Shi, Xiaoxia
19
Badinger, Harald
18
Biørn, Erik
18
Gagliardini, Patrick
18
Hall, Stephen G.
18
Sacht, Stephen
18
Taymaz, Erol
18
Bun, Maurice J. G.
17
Cheng, Xu
17
Gospodinov, Nikolaj
17
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17
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5
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4
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4
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3
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2
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Generalized method of moments estimation
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Handbook of research methods and applications in empirical macroeconomics
1
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ECONIS (ZBW)
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1
Inference in second-order identified models
Dovonon, Prosper
;
Hall, Alastair R.
;
Kleibergen, Frank
-
2018
Persistent link: https://www.econbiz.de/10011945658
Saved in:
2
The asymptotic properties of
GMM
and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
-
2018
Persistent link: https://www.econbiz.de/10011948531
Saved in:
3
Inference in second-order identified models
Donovon, Prosper
;
Kleibergen, Frank
;
Hall, Alastair R.
-
2017
Persistent link: https://www.econbiz.de/10011669272
Saved in:
4
The asymptotic properties of
GMM
and indirect inference under second inference
Donovon, Prosper
;
Hall, Alastair R.
-
2017
Persistent link: https://www.econbiz.de/10011669274
Saved in:
5
Inference in second-order identified models
Dovonon, Prosper
;
Hall, Alastair R.
;
Kleibergen, Frank
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 346-372
Persistent link: https://www.econbiz.de/10012483005
Saved in:
6
The asymptotic properties of
GMM
and indirect inference under second-order identification
Dovonon, Prosper
;
Hall, Alastair R.
- In:
Journal of econometrics
205
(
2018
)
1
,
pp. 76-111
Persistent link: https://www.econbiz.de/10012110241
Saved in:
7
Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England
Andrews, Martyn J.
;
Elamin, Obbey
;
Hall, Alastair R.
; …
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 23-41
Persistent link: https://www.econbiz.de/10011794611
Saved in:
8
Testing for structural instability in moment restriction models : an info-metric approach
Hall, Alastair R.
;
Li, Yuyi
;
Orme, Chris D.
;
Sinko, Arthur
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 286-327
Persistent link: https://www.econbiz.de/10011373282
Saved in:
9
Econometricians have their moments :
GMM
at 32
Hall, Alastair R.
- In:
The economic record : er
91
(
2015
),
pp. 1-24
Persistent link: https://www.econbiz.de/10011342995
Saved in:
10
Inference regarding multiple structural changes in linear models with endogenous regressors
Hall, Alastair R.
;
Han, Sanggohn
;
Boldea, Otilia
-
2009
Persistent link: https://www.econbiz.de/10003889682
Saved in:
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